nimble: Double-Exponential – R documentation

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Double-Exponential

The Double Exponential (Laplace) Distribution

Description

Density, distribution function, quantile function and random generation for the double exponential distribution, allowing non-zero location, mu, and non-unit scale, sigma, or non-unit rate, tau

Usage

ddexp(x, location = 0, scale = 1, rate = 1/scale, log = FALSE)

rdexp(n, location = 0, scale = 1, rate = 1/scale)

pdexp(q, location = 0, scale = 1, rate = 1/scale, lower.tail = TRUE,
  log.p = FALSE)

qdexp(p, location = 0, scale = 1, rate = 1/scale, lower.tail = TRUE,
  log.p = FALSE)

Arguments

`x`	vector of values.
`location`	vector of location values.
`scale`	vector of scale values.
`rate`	vector of inverse scale values.
`log`	logical; if TRUE, probability density is returned on the log scale.
`n`	number of observations.
`q`	vector of quantiles.
`lower.tail`	logical; if TRUE (default) probabilities are P[X ≤ x]; otherwise, P[X > x].
`log.p`	logical; if TRUE, probabilities p are given by user as log(p).
`p`	vector of probabilities.

Details

See Gelman et al., Appendix A or the BUGS manual for mathematical details.

Value

ddexp gives the density, pdexp gives the distribution function, qdexp gives the quantile function, and rdexp generates random deviates.

Author(s)

Christopher Paciorek

References

Gelman, A., Carlin, J.B., Stern, H.S., and Rubin, D.B. (2004) Bayesian Data Analysis, 2nd ed. Chapman and Hall/CRC.

Examples

x <- rdexp(50, location = 2, scale = 1)
ddexp(x, 2, 1)

nimble

MCMC, Particle Filtering, and Programmable Hierarchical Modeling

v0.11.0

BSD_3_clause + file LICENSE | GPL (>= 2)

Authors

Perry de Valpine [aut], Christopher Paciorek [aut, cre], Daniel Turek [aut], Nick Michaud [aut], Cliff Anderson-Bergman [aut], Fritz Obermeyer [aut], Claudia Wehrhahn Cortes [aut] (Bayesian nonparametrics system), Abel Rodrìguez [aut] (Bayesian nonparametrics system), Duncan Temple Lang [aut] (packaging configuration), Sally Paganin [aut] (reversible jump MCMC), Jagadish Babu [ctb] (code for the compilation system for an early version of NIMBLE), Lauren Ponisio [ctb] (contributions to the cross-validation code), Peter Sujan [ctb] (multivariate t distribution code)

Initial release

2021-04-16